I think this question stems from a fundamental misunderstanding of the Everett interpretation...the idea of "many worlds" (a phrase I do not favor specifically because of this very misunderstanding!) evokes this imagery of an entirely new universe BURSTING forth dramatically upon the collapse of the wave function, and as an entirely new universe is "created," the amount of extent energy is literally doubled (or multiplied by many times more). Indeed, where does this energy come from?

What the Everett interpretation suggests is that in the same way you are comfortable with the function f(x)=y having (infinitely) many values (you don't HAVE TO choose an x, ie the function doesn't collapse), the wavefunction simply is what it is and doesn't collapse either. What we observe as the collapse of a function is simply an artifact of being a conscious being that can only observe one value of the of the wavefunction at any particular moment.

None of these unique values (observables) of the wave function can interact with each other (in the same way the value of x=2 doesn't "interact" with the value of x=8 for f(x)=y), so energy cannot be gathered or duplicated at any particular point of the wave function, so this energy creation/duplication is no issue.